R/print.varsum.R

In cheaton/vars2: VAR Modelling

"print.varsum" <-
function(x, digits = max(3, getOption("digits") - 3), signif.stars = getOption("show.signif.stars"), ...){
  dim <- length(x$names)
  text1 <- "\nVAR Estimation Results:\n"
  cat(text1)
  row <- paste(rep("=", nchar(text1)), collapse = "")
  cat(row, "\n")
  cat(paste("Endogenous variables:", paste(colnames(x$covres), collapse = ", "), "\n", collapse = " "))
  cat(paste("Deterministic variables:", paste(x$type, collapse = ", "), "\n", collapse = " "))
  cat(paste("Sample size:", x$obs, "\n"))
  cat(paste("Log Likelihood:", round(x$logLik, 3), "\n"))
  cat("Roots of the characteristic polynomial:\n")
  cat(formatC(x$roots, digits = digits))
  cat("\nCall:\n")
  print(x$call)
  cat("\n\n")
  for (i in 1:dim) {
    result <- x$varresult[[x$names[i]]]
    text1 <- paste("Estimation results for equation ", x$names[i], ":", sep = "")
    cat(text1, "\n")
    row <- paste(rep("=", nchar(text1)), collapse = "")
    cat(row, "\n")
    text2 <- paste(x$names[i], " = ", paste(rownames(result$coef), collapse = " + "), sep = "")
    cat(text2, "\n\n")
    printCoefmat(result$coef, digits = digits, signif.stars = signif.stars, na.print = "NA", ...)
    cat("\n")
    cat("\nResidual standard error:", format(signif(result$sigma, digits)), "on", result$df[2L], "degrees of freedom\n")
    if (!is.null(result$fstatistic)) {
      cat("Multiple R-Squared:", formatC(result$r.squared, digits = digits))
      cat(",\tAdjusted R-squared:", formatC(result$adj.r.squared, digits = digits), "\nF-statistic:", formatC(result$fstatistic[1], digits = digits), "on", result$fstatistic[2], "and", result$fstatistic[3], "DF,  p-value:", format.pval(pf(result$fstatistic[1L], result$fstatistic[2L], result$fstatistic[3L], lower.tail = FALSE), digits = digits), "\n")
    }    
    cat("\n\n")   
  }
  cat("\nCovariance matrix of residuals:\n")
  print(x$covres, digits = digits, ...)
  cat("\nCorrelation matrix of residuals:\n")
  print(x$corres, digits = digits, ...)
  cat("\n\n")
  invisible(x)
}